The main Cocoon web site is found at http://cocoon.apache.org and contains links to the project's mailing lists, CVS code repository and other resources.
An important source of information is the http://wiki.apache.org/cocoon site, a Wiki containing lots of information which completes (and often overlaps) the official documentation.
The samples provided with Cocoon will help to explore the functionality of the various blocks. The main website contains some documentation tracks which will help you analyze and understand the samples.